Please see the tsDyn package for implementing the Augmented Dickey Fuller test.
Lexi -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of UnitRoot Sent: Wednesday, June 15, 2011 9:06 AM To: r-help@r-project.org Subject: [R] Using ts and timeSeries Hello. I have been working on a project which involves random number generation and unit root test. After I generate the numbers (I am generating stock returns using rnorm(1000,0,0.25), I want to check if the series has a unit root or not. But before I should modify the data to time series. My question is which of the functions ts or timeSeries more appropriate to test unit root using Augmented Dickey Fuller test? Thank you. -- View this message in context: http://r.789695.n4.nabble.com/Using-ts-and-timeSeries-tp3598693p3598693. html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. DISCLAIMER:\ Sample Disclaimer added in a VBScript.\ ...{{dropped:3}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
